Euribor futures & options
SONIA futures & options
ESTR futures & options
Long Gilt futures & options
SARON futures
April highlights
Interest rates futures & options combined
- Record OI at 47,817,342 (30th April)
Euribor options
- Record OI at 19,747,680 (30th April)
SONIA options
- Record OI at 15,011,999 (30th April)
Products in focus
Three Month ESTR futures
- ESTR Open Interest approaching 3 million contracts
- Year to date average daily volume running at 500,000
- ICE holds 83% of €STR futures volume year-to-date
- ICE has 72% of €STR OI market share
ECB Dated ESTR futures
- Get direct exposure to the ECB’s rate decisions via our latest STIR innovation
- Futures dates mirror the exact ECB maintenance period dates
- Sits alongside our existing, liquid 3-month ESTR & Euribor contracts and offers significant margin offsets
- Cash settled
MPC dated SONIA futures
- Get direct exposure to the Bank of England’s rate decisions via our latest STIR innovation
- Futures dates mirror the exact MPC rate setting dates
- Sits alongside our existing, liquid 3-month SONIA contract and offers significant margin offsets
- Cash settled
Medium Gilt futures
- ICE Medium Gilt futures contract is a future deliverable into eligible UK government debt securities with maturities of 4 years to 6 years & 3 months and an original term to maturity of 11 years or less
- Functionality to execute Medium Gilt futures vs Long Gilt futures as a one line spread via the inter-commodity spread (ICS). Trades in a 2:1 ratio
- Trades alongside Long Gilt futures & options and Ultra Long Gilt futures